OUSA Options History — October 2021 In October 2021, OUSA traded between $41.66 and $44.05. ATM implied volatility averaged 22.2%, placing in the 28.0% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 9.9% (HV 20d: 12.3%). Max pain ranged from $36.00 to $43.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.18.
Notable Days 2021-10-29 : Highest Volume — 66 contracts2021-10-11 : Largest IV spike — 42.3% change2021-10-11 : Highest IV Rank — 50.1%2021-10-11 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $42.90 $41.66 $44.05 $42.01 $43.81 Max Pain $41.55 $36.00 $43.00 $36.00 $42.00 ATM IV 22.2% 16.7% 34.2% 22.8% 18.4% Expected Move 5.9% 4.8% 6.9% 6.5% 5.3% HV 20d 12.3% 9.9% 13.9% 11.7% 9.9% HV 60d 9.9% 9.4% 10.2% 9.8% 9.9% IV Rank 28.0% 17.9% 50.1% 29.2% 21.0% IV Percentile 59.3% 33.7% 92.9% 63.5% 46.0% Term Structure -1.6% -7.0% 6.7% 6.7% 5.1% VWIV 21.9% 15.1% 29.5% 15.1% 26.2% Skew 25d 4.1% -5.5% 11.6% -0.1% -4.7% Skew 10d 6.2% -3.7% 19.2% -0.6% -3.7% Call IV 25d 16.8% 12.9% 28.6% 28.6% 19.0% Put IV 25d 21.0% 11.0% 28.5% 28.5% 14.3% Bid-Ask Spread % 141.85 125.71 160.94 154.00 137.95 Gamma HHI 0.55 0.42 0.74 0.63 0.45 Net GEX 21.6K 5.6K 49.2K 29.3K 8.5K Net DEX -139.9K -260.1K -36.3K -193.6K -69.4K Net VEX -473 -642 -369 -642 -417 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.18 0.00 0.25 0.00 0.25 Total Volume 28.143 0 66 0 66 Total OI 110.048 59 154 151 63
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-10-01 $42.01 $36.00 22.8% 6.5% 11.7% 29.2% 0.0% -0.1% 6.7% 29.3K -193.6K -642 0.00 154.00 N/A N/A 0 0 119 32 2021-10-04 $41.66 $0.00 29.1% 4.9% 11.7% 40.7% 0.0% 6.3% -1.1% 33.2K -157.3K -547 0.00 160.94 N/A N/A 0 3 119 32 2021-10-05 $42.05 $0.00 28.2% 6.8% 12.1% 39.1% 0.0% 10.8% -4.9% 29.5K -194.1K -557 0.00 138.49 N/A N/A 6 0 119 32 2021-10-06 $42.01 $0.00 20.8% 6.5% 12.0% 25.5% 0.0% 9.0% -5.0% 41.9K -180.1K -544 0.00 146.65 N/A N/A 0 0 119 35 2021-10-07 $42.48 $0.00 28.3% 6.8% 12.8% 39.3% 0.0% 7.8% -5.4% 30.4K -234.1K -582 0.00 138.62 N/A N/A 0 0 119 35 2021-10-08 $42.41 $0.00 24.0% 6.9% 12.7% 31.4% 0.0% 10.5% -5.3% 30.0K -223.3K -576 0.00 125.71 N/A N/A 0 0 119 35 2021-10-11 $42.20 $0.00 34.2% 6.9% 12.8% 50.1% 0.0% 7.0% -7.0% 38.0K -203.1K -508 0.00 149.94 N/A N/A 0 0 119 35 2021-10-12 $41.89 $0.00 22.8% 4.8% 12.9% 29.2% 0.0% 4.3% -0.9% 49.2K -179.1K -463 0.00 146.88 N/A N/A 0 0 119 35 2021-10-13 $42.09 $0.00 23.4% 6.7% 12.7% 30.2% 0.0% 11.6% -6.6% 41.6K -194.5K -462 0.00 149.04 N/A N/A 0 0 119 35 2021-10-14 $42.70 $0.00 16.7% 4.8% 13.9% 17.9% 15.1% 8.3% 0.5% 30.2K -252.2K -458 0.00 132.87 N/A N/A 2 0 119 35 2021-10-15 $42.96 $0.00 17.8% 5.1% 13.8% 19.9% 15.1% 0.8% 6.0% 24.7K -260.1K -412 0.00 136.44 N/A N/A 59 0 119 35 2021-10-18 $42.92 $43.00 21.6% 6.2% 12.6% 27.0% 0.0% -1.4% -3.4% 5.6K -36.3K -369 0.00 160.74 N/A N/A 0 0 46 13 2021-10-19 $43.25 $42.00 17.3% 5.0% 12.8% 19.1% 0.0% 5.0% -0.4% 7.4K -56.5K -397 0.00 151.21 N/A N/A 0 0 50 13 2021-10-20 $43.53 $42.00 22.8% 6.5% 12.9% 29.2% 18.8% 1.3% -6.6% 7.0K -61.5K -406 0.25 140.52 N/A N/A 52 13 50 13 2021-10-21 $43.66 $42.00 20.5% 5.9% 12.7% 24.9% 21.7% -1.6% -1.4% 7.3K -66.6K -423 0.25 142.03 N/A N/A 52 13 50 13 2021-10-22 $43.86 $42.00 17.0% 4.9% 12.8% 18.5% 22.0% -0.3% 2.8% 8.3K -69.5K -404 0.25 137.02 N/A N/A 52 13 50 13 2021-10-25 $43.92 $42.00 18.1% 5.2% 12.5% 20.5% 25.6% 9.2% -0.1% 7.7K -79.9K -442 0.25 130.91 N/A N/A 52 13 50 13 2021-10-26 $44.05 $42.00 21.3% 6.1% 10.8% 26.5% 17.7% 4.7% -4.5% 7.9K -75.2K -420 0.25 131.38 N/A N/A 52 13 50 13 2021-10-27 $43.72 $42.00 19.6% 5.6% 11.3% 23.3% 29.5% -5.5% 2.6% 8.0K -79.1K -452 0.25 133.81 N/A N/A 52 13 50 13 2021-10-28 $43.74 $42.00 20.4% 5.8% 10.0% 24.7% 27.1% 4.0% -5.4% 7.6K -72.4K -443 0.25 133.80 N/A N/A 52 13 50 13 2021-10-29 $43.81 $42.00 18.4% 5.3% 9.9% 21.0% 26.2% -4.7% 5.1% 8.5K -69.4K -417 0.25 137.95 N/A N/A 53 13 50 13
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